Actually, your tickets aren't really under the same PNR for the individual airlines. But, as usual, it depends on how you booked. Go with what hgwatts posted.
To provide an example... let's say I am booked TPA (AA) DFW (AS) SEA. There will be different PNRs for AS and AA. Assuming I booked on Sabre, the AA PNR will be able to pull the flight info for the AS portion... however, seat assignments, etc., end up having to be done through AS once the initial request has been processed.